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Mariano J. Valderrama

dblp:96/4550 · DBLP profile ↗
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2ranked-venue papers
0as first author
0since 2021 · last 2000
0000-0003-2166-0641ORCID · verified

Domains — the database's venue-derived domains; a paper can count in several

Theory of computation · 2

Expertise — from the expertise taxonomy: the topics of the expert's papers under the CCF categories. A weight counts papers with recency: 1 for a paper about the topic, 0.3 when the topic is its context, halved every five years.

Theoretical computer science
2 papers
Information theory · 100%
Computer networks
1 paper
Physical-layer communications · 100%

Topics — the 3 heaviest of 4, each with the papers that count most for it

TopicWeightPapersLastEvidence papers
Physical-layer communications › signal processing for communications › statistical signal processing › estimation theory
signal estimation		 0.012000
A solution to linear estimation problems using approximate Karhunen-Loéve expansions · IEEE Trans. Inf. Theory 2000
Information theory › probability theory › stochastic processes › stochastic process representation
karhunen-loève expansion		 0.012000
A solution to linear estimation problems using approximate Karhunen-Loéve expansions · IEEE Trans. Inf. Theory 2000
Information theory › probability theory › stochastic processes
stochastic process representation		 0.012000
A solution to linear estimation problems using approximate Karhunen-Loéve expansions · IEEE Trans. Inf. Theory 2000

Methods — techniques the papers use, named apart from their topics

approximate karhunen-loéve expansions · 0.1functional transformation · 0.0
YearPublicationVenuePosition
2000 A solution to linear estimation problems using approximate Karhunen-Loéve expansions
abstract
An explicit and efficiently calculable solution is presented to the problem of linear least-mean-squared-error estimation of a signal process based upon noisy observations that is valid for finite intervals. This approach is based on approximate Karhunen-Loeve expansions of a stochastic process and can be extended to estimate a linear operation, in the sense of the quadratic mean, of the signal process.
Jesús Navarro-Moreno, Juan Carlos Ruiz-Molina, Mariano J. Valderrama
 IEEE Trans. Inf. Theory3
1989 On the Gaussian characterization of certain second-order processes with specified covariance
abstract
The Gaussian processes in the class of second-order processes obtained by functional transformations from the process with covariance function min(t,s) are characterized. As an application, sufficiency conditions are established for the class of second-order processes with covariance k exp(- alpha mod t-s mod ), where k>0 and alpha >O, to be Gaussian.>
Ramón Gutiérrez, Mariano J. Valderrama
 IEEE Trans. Inf. Theory2